443 resultados para derivative free optimization


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The present paper discusses the flow visualization for turbulent free convection in a tank of water with the bottom surface being a smooth or a grooved surface and the top of the water surface exposed to ambient. The grooved surface is of parallel 90 degrees V-grooves with groove height of 10 mm and groove width of 20 mm. The experiment is carried out with aspect ratio (AR) of 2.9 and Rayleigh number (Ra) in the range, 1.3 x 10(7) - 4 x 10(7). Here AR is the aspect ratio (= width of fluid layer/height of fluid layer). Heat flux at the bottom surface is from electrical heating. From the pH-dye visualization, interesting flow structures are observed and these structures are analyzed with the help of plumes dynamics and temperature variations with time. (C) 2011 Elsevier Ltd. All rights reserved.

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We address the problem of pricing defaultable bonds in a Markov modulated market. Using Merton's structural approach we show that various types of defaultable bonds are combination of European type contingent claims. Thus pricing a defaultable bond is tantamount to pricing a contingent claim in a Markov modulated market. Since the market is incomplete, we use the method of quadratic hedging and minimal martingale measure to derive locally risk minimizing derivative prices, hedging strategies and the corresponding residual risks. The price of defaultable bonds are obtained as solutions to a system of PDEs with weak coupling subject to appropriate terminal and boundary conditions. We solve the system of PDEs numerically and carry out a numerical investigation for the defaultable bond prices. We compare their credit spreads with some of the existing models. We observe higher spreads in the Markov modulated market. We show how business cycles can be easily incorporated in the proposed framework. We demonstrate the impact on spreads of the inclusion of rare states that attempt to capture a tight liquidity situation. These states are characterized by low risk-free interest rate, high payout rate and high volatility.

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We construct for free groups, which are codimension one analogues of geodesic laminations on surfaces. Other analogues that have been constructed by several authors are dimension-one instead of codimension-one. Our main result is that the space of such laminations is compact. This in turn is based on the result that crossing, in the sense of Scott-Swarup, is an open condition. Our construction is based on Hatcher's normal form for spheres in the model manifold.

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Degree of branching (DB) describes the level of structural perfection of a hyperbranched polymer when compared to its defect-free analogue, namely the dendrimer. The strategy most commonly used to achieve high DB values, specifically while using AB(2) type self-condensations, is to design an AB2 monomer wherein the reaction of the first B-group leads to an enhancement of the reactivity of the second one. In the present study, we show that an AB2 monomer carrying a dimethylacetal unit and a thiol group undergoes a rapid self-condensation in the melt under acid-catalysis to yield a hyperbranched polydithioacetal with no linear defects. NMR studies using model systems reveal that the intermediate monothioacetal is relatively unstable under the polymerization conditions and transforms rapidly to the dithioacetal; because this second step occurs irreversibly during polymer formation, it leads to a defect-free hyperbranched polydithioacetal. TGA studies of the polymerization process provided some valuable insights into the kinetics of polymerization. An additional virtue of this approach is that the numerous terminal dimethylacetal groups are very labile and can be quantitatively transformed by treatment with a variety of functional thiols; the terminal dimethylacetals were, thus, reacted with various thiols, such as dodecanethiol, benzyl mercaptan, ethylmercaptopropionate, and so on, to demonstrate the versatility of these systems as sulfur-rich hyperscaffolds to anchor different kinds of functionality on their periphery.

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This study presents development of a computational fluid dynamic (CFD) model to predict unsteady, two-dimensional temperature, moisture and velocity distributions inside a novel, biomass-fired, natural convection-type agricultural dryer. Results show that in initial stages of drying, when material surface is wet and moisture is easily available, moisture removal rate from surface depends upon the condition of drying air. Subsequently, material surface becomes dry and moisture removal rate is driven by diffusion of moisture from inside to the material surface. An optimum 9-tray configuration is found to be more efficient than for the same mass of material and volume of dryer. A new configuration of dryer, mainly to explore its potential to increasing uniformity in drying across all trays, is also analyzed. This configuration involves diverting a portion of hot air before it enters over the first tray and is supplied directly at an intermediate location in the dryer. Uniformity in drying across trays has increased for the kind of material simulated.

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We report the fabrication of free-standing flexible inorganic/organic hybrid structures by exfoliating ZnO nanostructured films from the flat indium tin oxide (ITO)/silicon/sapphire substrates using poly(3,4-ethylenedioxythiophene) poly(styrenesulfonate) (PEDOT:PSS). Strong interaction between ZnO and PEDOT: PSS and the thermomechanical response of PEDOT: PSS are the key issues for the exfoliation to prevail. The performance of the free-standing hybrid structures as rectifiers and photodetectors is better as compared to ITO supported hybrid structures. It is also shown that device properties of hybrid structures can be tuned by using different electrode materials. (C) 2012 American Institute of Physics. http://dx.doi.org/10.1063/1.4729550]

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This article aims to obtain damage-tolerant designs with minimum weight for a laminated composite structure using genetic algorithm. Damage tolerance due to impacts in a laminated composite structure is enhanced by dispersing the plies such that too many adjacent plies do not have the same angle. Weight of the structure is minimized and the Tsai-Wu failure criterion is considered for the safe design. Design variables considered are the number of plies and ply orientation. The influence of dispersed ply angles on the weight of the structure for a given loading conditions is studied by varying the angles in the range of 0 degrees-45 degrees, 0 degrees-60 degrees and 0 degrees-90 degrees at intervals of 5 degrees and by using specific ply angles tailored to loading conditions. A comparison study is carried out between the conventional stacking sequence and the stacking sequence with dispersed ply angles for damage-tolerant weight minimization and some useful designs are obtained. Unconventional stacking sequence is more damage tolerant than the conventional stacking sequence is demonstrated by performing a finite element analysis under both tensile as well as compressive loading conditions. Moreover, a new mathematical function called the dispersion function is proposed to measure the dispersion of ply angles in a laminate. The approach for dispersing ply angles to achieve damage tolerance is especially suited for composite material design space which has multiple local minima.

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Given a set of points P ⊆ R2, a conflict-free coloring of P w.r.t. rectangle ranges is an assignment of colors to points of P, such that each nonempty axisparallel rectangle T in the plane contains a point whose color is distinct from all other points in P ∩ T . This notion has been the subject of recent interest and is motivated by frequency assignment in wireless cellular networks: one naturally would like to minimize the number of frequencies (colors) assigned to base stations (points) such that within any range (for instance, rectangle), there is no interference. We show that any set of n points in R2 can be conflict-free colored with O(nβ∗+o(1)) colors in expected polynomial time, where β∗ = 3−√5 2 < 0.382.

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Ionic polymer-metal composites are soft artificial muscle-like bending actuators, which can work efficiently in wet environments such as water. Therefore, there is significant motivation for research on the development and design analysis of ionic polymer-metal composite based biomimetic underwater propulsion systems. Among aquatic animals, fishes are efficient swimmers with advantages such as high maneuverability, high cruising speed, noiseless propulsion, and efficient stabilization. Fish swimming mechanisms provide biomimetic inspiration for underwater propulsor design. Fish locomotion can be broadly classified into body and/or caudal fin propulsion and median and/or paired pectoral fin propulsion. In this article, the paired pectoral fin-based oscillatory propulsion using ionic polymer-metal composite for aquatic propulsor applications is studied. Beam theory and the concept of hydrodynamic function are used to describe the interaction between the beam and water. Furthermore, a quasi-steady blade element model that accounts for unsteady phenomena such as added mass effects, dynamic stall, and the cumulative Wagner effect is used to obtain hydrodynamic performance of the ionic polymer-metal composite propulsor. Dynamic characteristics of ionic polymer-metal composite fin are analyzed using numerical simulations. It is shown that the use of optimization methods can lead to significant improvement in performance of the ionic polymer-metal composite fin.

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Accurate estimation of mass transport parameters is necessary for overall design and evaluation processes of the waste disposal facilities. The mass transport parameters, such as effective diffusion coefficient, retardation factor and diffusion accessible porosity, are estimated from observed diffusion data by inverse analysis. Recently, particle swarm optimization (PSO) algorithm has been used to develop inverse model for estimating these parameters that alleviated existing limitations in the inverse analysis. However, PSO solver yields different solutions in successive runs because of the stochastic nature of the algorithm and also because of the presence of multiple optimum solutions. Thus the estimated mean solution from independent runs is significantly different from the best solution. In this paper, two variants of the PSO algorithms are proposed to improve the performance of the inverse analysis. The proposed algorithms use perturbation equation for the gbest particle to gain information around gbest region on the search space and catfish particles in alternative iterations to improve exploration capabilities. Performance comparison of developed solvers on synthetic test data for two different diffusion problems reveals that one of the proposed solvers, CPPSO, significantly improves overall performance with improved best, worst and mean fitness values. The developed solver is further used to estimate transport parameters from 12 sets of experimentally observed diffusion data obtained from three diffusion problems and compared with published values from the literature. The proposed solver is quick, simple and robust on different diffusion problems. (C) 2012 Elsevier Ltd. All rights reserved.

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Clustered architecture processors are preferred for embedded systems because centralized register file architectures scale poorly in terms of clock rate, chip area, and power consumption. Although clustering helps by improving the clock speed, reducing the energy consumption of the logic, and making the design simpler, it introduces extra overheads by way of inter-cluster communication. This communication happens over long global wires having high load capacitance which leads to delay in execution and significantly high energy consumption. Inter-cluster communication also introduces many short idle cycles, thereby significantly increasing the overall leakage energy consumption in the functional units. The trend towards miniaturization of devices (and associated reduction in threshold voltage) makes energy consumption in interconnects and functional units even worse, and limits the usability of clustered architectures in smaller technologies. However, technological advancements now permit the design of interconnects and functional units with varying performance and power modes. In this paper, we propose scheduling algorithms that aggregate the scheduling slack of instructions and communication slack of data values to exploit the low-power modes of functional units and interconnects. Finally, we present a synergistic combination of these algorithms that simultaneously saves energy in functional units and interconnects to improves the usability of clustered architectures by achieving better overall energy-performance trade-offs. Even with conservative estimates of the contribution of the functional units and interconnects to the overall processor energy consumption, the proposed combined scheme obtains on average 8% and 10% improvement in overall energy-delay product with 3.5% and 2% performance degradation for a 2-clustered and a 4-clustered machine, respectively. We present a detailed experimental evaluation of the proposed schemes. Our test bed uses the Trimaran compiler infrastructure. (C) 2012 Elsevier Inc. All rights reserved.

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In this paper we study constrained maximum entropy and minimum divergence optimization problems, in the cases where integer valued sufficient statistics exists, using tools from computational commutative algebra. We show that the estimation of parametric statistical models in this case can be transformed to solving a system of polynomial equations. We give an implicit description of maximum entropy models by embedding them in algebraic varieties for which we give a Grobner basis method to compute it. In the cases of minimum KL-divergence models we show that implicitization preserves specialization of prior distribution. This result leads us to a Grobner basis method to embed minimum KL-divergence models in algebraic varieties. (C) 2012 Elsevier Inc. All rights reserved.

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A perturbation of FtsZ assembly dynamics has been shown to inhibit bacterial cytokinesis. In this study, the antibacterial activity of 151 rhodanine compounds was assayed using Bacillus subtilis cells. Of 151 compounds, eight strongly inhibited bacterial proliferation at 2 mu M. Subsequently, we used the elongation of B. subtilis cells as a secondary screen to identify potential FtsZ-targeted antibacterial agents. We found that three compounds significantly increased bacterial cell length. One of the three compounds, namely, CCR-11 (E)-2-thioxo-5-({3-(trifluoromethyl)phenyl]furan-2-yl}methylene) thiazolidin-4-one], inhibited the assembly and GTPase activity of FtsZ in vitro. CCR-11 bound to FtsZ with a dissociation constant of 1.5 +/- 0.3 mu M. A docking analysis indicated that CCR-11 may bind to FtsZ in a cavity adjacent to the T7 loop and that short halogen oxygen, H-bonding, and hydrophobic interactions might be important for the binding of CCR-11 with FtsZ. CCR-11 inhibited the proliferation of B. subtilis cells with a half-maximal inhibitory concentration (IC50) of 1.2 +/- 0.2 mu M and a minimal inhibitory concentration of 3 mu M. It also potently inhibited proliferation of Mycobacterium smegmatis cells. Further, CCR-11 perturbed Z-ring formation in B. subtilis cells; however, it neither visibly affected nucleoid segregation nor altered the membrane integrity of the cells. CCR-11 inhibited HeLa cell proliferation with an IC50 value of 18.1 +/- 0.2,mu M (similar to 15 x IC50 of B. subtilis cell proliferation). The results suggested that CCR-11 inhibits bacterial cytokinesis by inhibiting FtsZ assembly, and it can be used as a lead molecule to develop FtsZ-targeted antibacterial agents.

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Three dimensional digital model of a representative human kidney is needed for a surgical simulator that is capable of simulating a laparoscopic surgery involving kidney. Buying a three dimensional computer model of a representative human kidney, or reconstructing a human kidney from an image sequence using commercial software, both involve (sometimes significant amount of) money. In this paper, author has shown that one can obtain a three dimensional surface model of human kidney by making use of images from the Visible Human Data Set and a few free software packages (ImageJ, ITK-SNAP, and MeshLab in particular). Images from the Visible Human Data Set, and the software packages used here, both do not cost anything. Hence, the practice of extracting the geometry of a representative human kidney for free, as illustrated in the present work, could be a free alternative to the use of expensive commercial software or to the purchase of a digital model.

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Promoter regions in the genomes of all domains of life show similar trends in several structural properties such as stability, bendability, curvature, etc. In current study we analysed the stability and bendability of various classes of promoter regions (based on the recent identification of different classes of transcription start sites) of Helicobacter pylori 26695 strain. It is found that primary TSS and operon-associated TSS promoters show significantly strong features in their promoter regions. DNA free-energy-based promoter prediction tool PromPredict was used to annotate promoters of different classes, and very high recall values (similar to 80%) are obtained for primary TSS. Orthologous genes from other strains of H. pylori show conservation of structural properties in promoter regions as well as coding regions. PromPredict annotates promoters of orthologous genes with very high recall and precision.